Insights by Tag:

Gamma

Analysis
Greeks comparison - diverging stocks

22 Oct 2025

Greeks comparison - diverging stocks

This article is based on data provided by the SRP Greeks application and its focus is two of the stocks covered by the service: Microsoft and Nvidia.

Market
J.P. Morgan sounds alarm on leveraged ETFs - short gamma hedging could amplify sell-off

17 Oct 2025

J.P. Morgan sounds alarm on leveraged ETFs - short gamma hedging could amplify sell-off

The US bank has identified leveraged ETFs as a strong driver for aggressive market downturns.

Analysis
SRP Greeks analysis: evaluating backtesting

24 Sep 2025

SRP Greeks analysis: evaluating backtesting

Using backtested data sets can be useful for traders to gain extra insight.

Analysis
SRP Analysis – Greek sensitivities during the tariffs shock

13 Aug 2025

SRP Analysis – Greek sensitivities during the tariffs shock

In this article we look at the Greek dynamics of several underlyings used in structured products following the “Liberation Day” tariffs announcement earlier this year.